Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.16% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,805 | 145,805 | 145,331 USD | 146,382 USD | 99.01% | 99.01% |
19/11/2024 | 1.11% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,788 | 144,788 | 144,611 USD | 145,633 USD | 100.00% | 100.00% |
18/11/2024 | 1.15% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,082 | 145,082 | 145,093 USD | 146,135 USD | 99.77% | 99.77% |
15/11/2024 | 1.14% | 99.60 % | 100.10 % | 500,000 | 500,000 | 144,205 | 144,205 | 143,731 USD | 144,764 USD | 99.03% | 99.03% |
14/11/2024 | 1.10% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,694 | 145,694 | 145,936 USD | 146,959 USD | 99.10% | 99.10% |
13/11/2024 | 4.91% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,947 | 144,947 | 144,853 USD | 147,810 USD | 99.83% | 99.83% |
12/11/2024 | 2.70% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,568 | 144,568 | 144,086 USD | 145,892 USD | 99.69% | 99.69% |
11/11/2024 | 0.64% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,967 | 144,967 | 144,854 USD | 145,645 USD | 99.87% | 99.87% |
08/11/2024 | 0.67% | 99.40 % | 99.90 % | 500,000 | 500,000 | 144,396 | 144,396 | 143,445 USD | 144,242 USD | 100.00% | 100.00% |
07/11/2024 | 0.65% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,280 | 145,280 | 144,757 USD | 145,549 USD | 99.11% | 99.11% |